Description

This analysis provides a forecast of VET prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-09-29 0.016763 0.018995 0.021435 0.024301 0.027582 0.031223 0.035578
2024-10-06 0.013570 0.016679 0.020380 0.025127 0.031076 0.038312 0.047825
2024-10-13 0.011140 0.014437 0.018591 0.024235 0.031752 0.041478 0.055117
2024-10-20 0.009616 0.013009 0.017483 0.023859 0.032785 0.044942 0.062937
2024-10-27 0.008287 0.011623 0.016196 0.022982 0.032897 0.047009 0.068897
2024-11-03 0.007744 0.011233 0.016190 0.023828 0.035444 0.052683 0.080636
2024-11-10 0.007237 0.010819 0.016079 0.024465 0.037697 0.058099 0.092568
2024-11-17 0.006789 0.010436 0.015953 0.025034 0.039860 0.063550 0.105148
2024-11-24 0.006200 0.009772 0.015321 0.024721 0.040547 0.066667 0.114174
2024-12-01 0.005709 0.009209 0.014787 0.024493 0.041318 0.069953 0.123811
2024-12-08 0.005284 0.008713 0.014309 0.024295 0.042095 0.073290 0.133875
2024-12-15 0.005045 0.008503 0.014279 0.024853 0.044228 0.079197 0.149345
2024-12-22 0.004693 0.008076 0.013857 0.024704 0.045118 0.083033 0.161531
2024-12-29 0.004533 0.007971 0.013988 0.025568 0.047982 0.090879 0.182701
2025-01-05 0.004125 0.007386 0.013208 0.024657 0.047352 0.091904 0.190019
2025-01-12 0.003833 0.006988 0.012733 0.024274 0.047700 0.094874 0.201769
2025-01-19 0.003502 0.006491 0.012031 0.023381 0.046924 0.095459 0.208370
2025-01-26 0.003420 0.006458 0.012204 0.024242 0.049837 0.104035 0.233992
2025-02-02 0.003318 0.006375 0.012272 0.024891 0.052364 0.112057 0.259418
2025-02-09 0.003213 0.006280 0.012307 0.025471 0.054796 0.120129 0.286071
2025-02-16 0.003022 0.005996 0.011936 0.025152 0.055199 0.123653 0.302008
2025-02-23 0.002855 0.005748 0.011620 0.024919 0.055772 0.127623 0.319607
2025-03-02 0.002703 0.005520 0.011330 0.024719 0.056395 0.131773 0.338240